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How to use the gold-silver ratio to make money

By Angus Campbell | 00:01:00 | 16 November 2009

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On the whole the price of gold and silver tend to move in the same direction.  If gold is up then silver is up and the same for when one or the other is down.  But, rather like the FTSE and the Dow Jones, which often move in tandem, the ratio between the two can change from one extreme to the other. 

It is these extremes that allow investors to make the call that one asset is overpriced and the other is underpriced.  If an investor holds the overpriced asset then they will look to sell it and buy the undervalued asset.

The gold/silver ratio is used to identify possible extreme moves, which maybe a good time to sell holdings in one and use the proceeds to switch into the other.  It’s easy to calculate by simply dividing the price of gold by the price of silver.  At the time of writing the ratio stands at 64.12 and has bounced off a one year low of 58.41 recorded in the middle of September.

The extremes in the ratio over the last thirty-five years have been 14.9 in 1980 and 99.8 in 1991.  Since 1991, there has been a low of around 40 (1998), a run up to around 80 (2003), a dip back down to 43 (2006) and only last year the ratio hit a peak of around 84 before falling back to its current level. 

So, it looks like there’s a bit of a trend developing and from where we currently stand is the trend set to continue to test the low forties again?  This would entail silver strengthening more than gold, but that goes against what’s been happening over the month as we’ve seen gold race ahead, bursting through to new record highs whilst silver has been slightly left dusting itself off.

The arguments for gold to continue tracking higher at a greater pace than silver are compelling.  Production in gold has been falling since 2000 and Central Banks have become net buyers of gold.  For example, the Reserve Bank of India just recently bought half of the gold sold by the International Monetary Fund and the Central Bank of China, who hold vast reserves in US Treasuries, are purchasing gold to diversify their assets and not be wholly reliant on their US Treasury reserves which are depreciating by the day as the US dollar falls. 

On top of this, the gold phenomenon is being fuelled by its usual haven as an inflation hedge and alternative investment asset.

As regards silver, in March 2008 the price hit a nominal high of $20.86 and now as gold rallies to new highs, silver is lagging at around $17.60. 

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Comments (5)

Chris B (Slough UK) - Silver/Gold Ratio Reversion

12:40 | 16 Nov 2009

It seems the mean ratio for Gold/Silver would be 50. The ratio currently sits on approximately 63.5. So Silver is currently cheap in relation to Gold, as can be seen in the diversification of the prices on Gold Silver charts. Using the comparison of ETFs GLD and SLV certainly reflect this disparity in the price ratio. Of course markets can remain irrational longer than investors can stay solvent, but the long term case for Gold has to be Bullish along with Silver. However if the markets tank, then it seems to be consensus of opinion that the Dollar would rally and both Gold and Silver would fall in the short term. The long-term case for Gold and Silver has to be Bullish especially since the printing of currencies continues at break-neck speeds!

It seems the markets will continue their march higher at least for now. Whether the rallies can be sustained on falling earnings into the New Year is another matter?

White Rabbit - U.S. Treasury Reserves

13:11 | 16 Nov 2009

"China's reserves of U.S. treasury stock are depreciating by the day as the Dollar falls"

Its not quite as simple as that, it depends which currencies you use as a guage bearing in mind that the Yuan/Renmimbi is pegged to the dollar.

Chris B (Slough UK) - Silver/Gold Ratio Reversion

16:15 | 16 Nov 2009

I was really thinking of the Pound and the Dollar which are in deep Do-Do. However, I do agree it does depend on the currency, clearly a stable currency will hold it's price relative to Gold. The problem is there are so many rubbish currencies at the moment. Taking the view of Gold as a currency in it's own right certainly seems like a good idea, since it can't be printed out like money. Need I say Gold is a real and relatively rare metal that has intrinsic value, whilst fiat currencies are only worth what people believe they are worth and without Gold backing have no real value whatsoever.

Saying that 'anything' is only worth what people are willing to pay or exchange for it. Well obviously you can make pretty things with Gold. With paper, well you can alway light fires with it....perhaps under some banks!

I'm thinking of printing out some of my own 1000 pound notes; pretty soon we'll need them to buy anything. I'm sure the Government won't mind, what's a few extra Million or Billion thrown into the mix, they do it all the time now don't they?

Christopher Duffin

16:21 | 16 Nov 2009

Surely it would make more sense to trade two items that have similar uses and different values like wheat and barley.

Both used for nutrition, both contain energy and protein and are widely used in animal feeds but wheat is worth about £6/ton more because of its higher protein content.

Supply problems in one can cause an anomaly in the spot prices. This is reflected in the forward positions which may present an opportunity to buy one and sell the other with the intention of reversing the transaction when the gap between the two returns to normal.

There must be others that could be used,

Oil/Gas

Tea/Coffee

Aluminium/Copper

Perhaps?

But I don't know enough about them and their interchangeability or the "normal" price difference between them to risk any money on a trade.

Jim (Leeds, UK) - Other commodities

17:45 | 16 Nov 2009

@ Chris Duffin :

Those other commodities are credible alternatives - but only for 'paper' traders who are never going to take physical delivery of the commodity. One of the reasons that gold & silver are likely to rocket in price is that 'Mr Average Investor' can physically store £10K of gold quite easily, whereas a suburban semi just doesn't have room to store 100 barrels of crude oil, or several tons of wheat (and the wheat will rot).

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